Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'082 CHF | 502'082 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'401 CHF | 501'401 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'947 CHF | 502'947 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'823 CHF | 502'823 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'516 CHF | 503'516 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'798 CHF | 502'798 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'456 CHF | 503'456 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'500 CHF | 504'500 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'261 CHF | 503'261 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'890 CHF | 503'890 CHF | 99.23% | 99.23% |